+179.8%
KDP vs IEF
+4.6%
+175.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | +9.5% | -0.6% | +10.1% | +9.5% |
| 3M | +2.6% | -1.0% | +3.6% | +2.6% |
| 6M | +15.6% | -3.1% | +18.7% | +15.4% |
| YTD | +17.3% | -1.9% | +19.2% | +17.3% |
| 1Y | +20.1% | -1.4% | +21.5% | +20.1% |
| 3Y | +4.9% | +9.8% | -4.9% | +6.1% |
| 5Y | +5.0% | -8.8% | +13.8% | -3.5% |
| 10Y | +179.8% | +4.7% | +175.1% | +184.5% |
| All | +179.8% | +4.6% | +175.2% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling